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Found 31 results for "Darrell Duffie"

Dynamic asset pricing theory
Dynamic asset pricing theory

by Darrell Duffie

1992 5 ed.
Capital assets pricing mo... Uncertainty Portfolio management
Measuring Corporate Default Risk
Measuring Corporate Default Risk

by Darrell Duffie

2011 3 ed.
Futures markets
Futures markets

by Darrell Duffie

1989 2 ed.
Speculation Futures market Commodity exchanges
Multiperiod securities markets with differential information
Multiperiod securities markets with differential information

by Darrell Duffie

1985 3 ed.
Post-Crisis Bank Regulations and Financial Market Liquidity
Post-Crisis Bank Regulations and Financial Market Liquidity

by Darrell Duffie

2021 3 ed.
Dark markets
Dark markets

by Darrell Duffie

2011 3 ed.
Over-the-counter markets Capital assets pricing mo...
Credit risk
Credit risk

by Darrell Duffie

2003 3 ed.
Credit Management Risk management
How big banks fail and what to do about it
How big banks fail and what to do about it

by Darrell Duffie

2010 3 ed.
Financial crises Bank failures Prevention
Multi-period corporate failure prediction with stochastic covariates
Multi-period corporate failure prediction with stochastic co...

by Darrell Duffie

2004 2 ed.
Mathematical models Business failures
Over-the-counter markets
Over-the-counter markets

by Darrell Duffie

2004 2 ed.
Stocks Over-the-counter markets
Security markets
Security markets

by Darrell Duffie

1988 1 ed.
Securities Mathematical models
Lun da yin hang de dao diao
Lun da yin hang de dao diao

by Darrell Duffie

2012 1 ed.
Bank failures Banking law
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
Implementing Arrow-Debreu equilibria by continuous trading o...

by Darrell Duffie

1983 1 ed.
Securities Equilibrium (Economics)
Innovations in credit risk transfer
Innovations in credit risk transfer

by Darrell Duffie

2008 1 ed.
Transform analysis and asset pricing for affine jump-diffusions
Transform analysis and asset pricing for affine jump-diffusi...

by Darrell Duffie

1999 1 ed.
Bonds Diffusion processes Entire Functions
Asset pricing with stochastic differential utility
Asset pricing with stochastic differential utility

by Darrell Duffie

1991 1 ed.
Mathematical models Securities Capital assets pricing mo...
Diffusion approximation in Arrow's model of exhaustable resources
Diffusion approximation in Arrow's model of exhaustable reso...

by Darrell Duffie

1983 1 ed.
Mathematical models Natural resources
Multi-period corporate default prediction with stochastic covariates
Multi-period corporate default prediction with stochastic co...

by Darrell Duffie

2006 1 ed.
Mathematical models Business failures
Valuation in over-the-counter markets
Valuation in over-the-counter markets

by Darrell Duffie

2006 1 ed.
Stocks
Dynamic Asset Pricing Theory, Third Edition
Dynamic Asset Pricing Theory, Third Edition

by Darrell Duffie

2008 1 ed.
Pricing